+537.8%
ASTS vs VYM
+123.5%
+414.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +7.3% | 0.0% | +7.4% | +7.4% |
| 30D | -8.9% | -0.5% | -8.3% | -8.3% |
| 3M | -41.9% | +3.0% | -44.9% | -43.4% |
| 6M | -40.6% | +8.2% | -48.8% | -44.3% |
| YTD | -14.2% | +15.8% | -30.0% | -23.9% |
| 1Y | +48.9% | +20.8% | +28.0% | +28.6% |
| 3Y | +1,461.7% | +65.3% | +1,396.4% | +1,010.3% |
| 5Y | +404.1% | +76.6% | +327.5% | +256.7% |
| All | +537.8% | +123.5% | +414.2% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling